Statistical Papers

1997 - 2025

Current editor(s): C. Müller, W. Krämer and W.G. Müller

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Volume 54, issue 4, 2013

Editors’ introduction pp. 907-909

Philipp Sibbertsen and Rafael Weißbach

When bubbles burst: econometric tests based on structural breaks pp. 911-930

Jörg Breitung and Robinson Kruse

A toolbox of permutation tests for structural change pp. 931-954

Achim Zeileis and Torsten Hothorn

On the application of new tests for structural changes on global minimum-variance portfolios pp. 955-975

Dominik Wied, Daniel Ziggel and Tobias Berens

Fractional integration versus level shifts: the case of realized asset correlations pp. 977-991

Philip Bertram, Robinson Kruse and Philipp Sibbertsen

Consistent estimation for discretely observed Markov jump processes with an absorbing state pp. 993-1007

Alexander Kremer and Rafael Weißbach

Rate-optimal tests for jumps in diffusion processes pp. 1009-1041

Taesuk Lee, Mico Loretan and Werner Ploberger

Nonlinear IV panel unit root testing under structural breaks in the error variance pp. 1043-1066

Matei Demetrescu and Christoph Hanck

Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test pp. 1067-1094

Badi Baltagi, Chihwa Kao and Sanggon Na

EEG in the diagnostics of Alzheimer’s disease pp. 1095-1107

M. Waser, M. Deistler, H. Garn, T. Benke, P. Dal-Bianco, G. Ransmayr, D. Grossegger and R. Schmidt

Let us do the twist again pp. 1109-1119

Oskar Baksalary, Götz Trenkler and Erkki Liski

On moment indeterminacy of the Benini income distribution pp. 1121-1130

Christian Kleiber

Reducing confidence bands for simulated impulse responses pp. 1131-1145

Helmut Lütkepohl

Julio Angel Pardo Llorente, 1960–2013 (Associate Editor of Statistical Papers) pp. 1147-1149

Leandro Pardo and María Carmen Pardo

Volume 54, issue 3, 2013

Group sequential methods based on ranked set samples pp. 547-562

A. Hussein, H. Muttlak and E. Al-Sawi

Parameter estimation for binomial AR(1) models with applications in finance and industry pp. 563-590

Christian Weiß and Hee-Young Kim

Large and moderate deviations in testing Rayleigh diffusion model pp. 591-603

Nenghui Kuang and Huantian Xie

Testing base load with non-sample prior information on process load pp. 605-617

Shahjahan Khan and Budi Pratikno

Inference on unknown parameters of a Burr distribution under hybrid censoring pp. 619-643

Manoj Rastogi and Yogesh Tripathi

Random rounded integer-valued autoregressive conditional heteroskedastic process pp. 645-683

Tianqing Liu and Xiaohui Yuan

A three-parameter generalized von Mises distribution pp. 685-693

Sungsu Kim and Ashis SenGupta

Linear models that allow perfect estimation pp. 695-708

Ronald Christensen and Yong Lin

Measures of tail asymmetry for bivariate copulas pp. 709-726

J. Rosco and Harry Joe

Maximum likelihood estimation for ordered expectations of correlated binary variables pp. 727-739

Wojciech Gamrot

Moments of truncated normal/independent distributions pp. 741-764

Ali Genç

On almost sure convergence for weighted sums of pairwise negatively quadrant dependent random variables pp. 765-772

H. Jabbari

On the strong convergence for weighted sums of ρ * -mixing random variables pp. 773-781

Soo Sung

Exact distributions of constrained (k, ℓ) strings of failures between subsequent successes pp. 783-806

Frosso Makri and Zaharias Psillakis

A copula-based approach to account for dependence in stress-strength models pp. 807-826

Filippo Domma and Sabrina Giordano

On a new interpretation of the sample variance pp. 827-837

Nitis Mukhopadhyay and Bhargab Chattopadhyay

The exponentiated Weibull distribution: a survey pp. 839-877

Saralees Nadarajah, Gauss Cordeiro and Edwin Ortega

On multivariate truncated generalized Cauchy distribution pp. 879-897

Saieed Ateya and Elham Madhagi

Tao Li, Mitsunori Ogihara, George Tzanetakis (eds.). Music data mining pp. 899-899

Ricardo Maronna

Peter D. Congdon: Applied Bayesian hierarchical methods pp. 901-902

Wolfgang Polasek

Volume 54, issue 2, 2013

A new rank correlation measure pp. 255-270

Claudio Borroni

Measures of radial asymmetry for bivariate random vectors pp. 271-286

Azam Dehgani, Ali Dolati and Manuel Úbeda-Flores

One- and two-sample Bayesian prediction intervals based on progressively Type-II censored data pp. 287-307

M. El-Din and A. Shafay

On the existence of a normal approximation to the distribution of the ratio of two independent normal random variables pp. 309-323

Eloísa Díaz-Francés and Francisco Rubio

On the exact joint distribution of a linear combination of order statistics and their concomitants in an exchangeable multivariate normal distribution pp. 325-332

Ayyub Sheikhi, Yaser Mehrali and Mahbanoo Tata

On the Marshall–Olkin extended Weibull distribution pp. 333-353

Gauss Cordeiro and Artur Lemonte

Statistical analysis for Kumaraswamy’s distribution based on record data pp. 355-369

Mustafa Nadar, Alexander Papadopoulos and Fatih Kızılaslan

Calibration with low bias pp. 371-379

Christopher Withers and Saralees Nadarajah

On characterizations of the generalized Pareto distributions based on progressively censored order statistics pp. 381-390

Mahdi Tavangar and Marzieh Hashemi

Approximate MLEs for the location and scale parameters of the skew logistic distribution pp. 391-411

A. Asgharzadeh, L. Esmaily and S. Nadarajah

Simultaneous choice of time points and the block design in the growth curve model pp. 413-425

Anna Szczepańska

A skew extension of the slash distribution via beta-normal distribution pp. 427-442

Ali Genç

Correlation is first order independent of transformation pp. 443-456

Christopher Withers and Saralees Nadarajah

A generalization of the Wilcoxon signed-rank test and its applications pp. 457-470

S. Taheri and G. Hesamian

A procedure for testing suspected observations pp. 471-478

Nirpeksh Kumar

A new procedure for variance estimation in simple random sampling using auxiliary information pp. 479-497

Housila Singh and Ramkrishna Solanki

The simplicity of likelihood based inferences for P(X > Y) and for the ratio of means in the exponential model pp. 499-522

Eloísa Díaz-Francés and José Montoya

Using p values to design statistical process control charts pp. 523-539

Zhonghua Li, Peihua Qiu, Snigdhansu Chatterjee and Zhaojun Wang

Raquel Prado and Mike West: Time series: modelling, computation and inference pp. 541-542

Wolfgang Polasek

Dale L. Zimmerman, Vicente A. Núñez-Antón: Antedependence models for longitudinal data pp. 543-544

P. Hackl

O. Jones, R. Maillardet, and A. Robinson: Introduction to scientific programming and simulation using R pp. 545-546

Christian Kleiber

Volume 54, issue 1, 2013

The ARL of modified Shewhart control charts for conditionally heteroskedastic models pp. 1-19

Esmeralda Gonçalves, Joana Leite and Nazaré Mendes-Lopes

Concomitants of k-record values arising from Morgenstern family of distributions and their applications in parameter estimation pp. 21-46

Manoj Chacko and M. Shy Mary

Alternative estimator for the parameters of a mixture of two binomial distributions pp. 47-69

Roberto Quinino, Linda Ho and Emílio Suyama

Testing normality in mixed models using a transformation method pp. 71-84

Wangli Xu, Yanwen Li and Dawo Song

Empirical likelihood for heteroscedastic partially linear errors-in-variables model with α-mixing errors pp. 85-112

Guo-Liang Fan, Han-Ying Liang and Jiang-Feng Wang

The log-beta Weibull regression model with application to predict recurrence of prostate cancer pp. 113-132

Edwin Ortega, Gauss Cordeiro and Michael Kattan

The beta generalized Rayleigh distribution with applications to lifetime data pp. 133-161

Gauss Cordeiro, Cláudio Cristino, Elizabeth Hashimoto and Edwin Ortega

Updating a nonlinear discriminant function estimated from a mixture of two inverse Weibull distributions pp. 163-175

K. Sultan and A. Al-Moisheer

The Kumaraswamy distribution: median-dispersion re-parameterizations for regression modeling and simulation-based estimation pp. 177-192

Pablo Mitnik and Sunyoung Baek

Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors pp. 193-206

Yu Miao, Fangfang Zhao, Ke Wang and Yanping Chen

Estimation of the shape and scale parameters of Pareto distribution using ranked set sampling pp. 207-225

Walid Abu-Dayyeh, Aissa Assrhani and Kamarulzaman Ibrahim

Identification of power distribution mixtures through regression of exponentials pp. 227-241

Wen-Jang Huang and Nan-Cheng Su

On residual lifetime of coherent systems after the rth failure pp. 243-250

Serkan Eryılmaz

Erratum pp. 251-254

I. Barranco-Chamorro, B. Kibria and A. Saleh